Tytuł artykułu
Autorzy
Identyfikatory
Warianty tytułu
Alternative methods of estimating beta as a risk measure - selected issues
Języki publikacji
Abstrakty
The paper discusses methods of measurement of risk connected with equity with the emphasis on problems of estimation of beta ((3) coefficient as a measure of the market risk. The future value of the beta ((3) coefficient may be subjectively estimated by the analyst or forecasted on the basis of the beta (P) coefficients measured for the past periods. In the framework of the second approach we can distinguish the following methods: -methods of measuring of the historical beta (|3) coefficients, -methods of correcting of the historical beta ((3) coefficients, -methods of correcting of the historical beta ((3) coefficients based on the fundamental analysis. The purpose of this article was to analyse the third group of methods.
Słowa kluczowe
Czasopismo
Rocznik
Tom
Strony
261--271
Opis fizyczny
tab.
Twórcy
autor
- Uniwersytet Szczeciński
Bibliografia
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BUS6-0015-0028